Generating Condition

Discussion in 'Strategy Development' started by mahras2, Aug 13, 2006.

  1. mahras2


    What I have been trying to do is create a computer program that will spit out CONDITIONS from a variety of measures. For example, I put in a search for range and a time limit for today till yesterday. The program will then create conditions such as Range in 1st 10 minutes yesterday> Range in 2nd 10 minutes; Range in 3rd 10 minutes >Range in 1st 10 minutes. The key is in generating these conditions, not whether they are applicable or not.

    Another specification I have is that only relative comparisons can be made, no absolute ones. For example it can't make conditions which says: Range in 10 minutes>20 ticks/points/pips

    The reason I need this is because I would like to generate thousands (hell millions if I can help it) of various conditions. I would later use other techniques I have developed to select for the best conditions.

    Can any coding guru help me on how exactly I can implement this (of course I would need to code it)? Thanks in advance.
  2. Yeah. You need data. High low time data in a text file is good. Then write a program that examines intervals of data, say every 10 records of 1 minute data and reports the highest price and lowest price. Once the highest and lowest price are known all kinds of analysis can be coded into the program. The possibilities are endless.

    You can also use Microsoft Excel to show minimum and maximum values over a range of cells. It works but in my opinion the computer program is the most powerful way to go.

    I could write the code but I dont know if it is considered advertising in this forum so I won't post my email address. You can try to send me a private message if you want.